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VIOG vs. WAMCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VIOG vs. WAMCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P Small-Cap 600 Growth ETF (VIOG) and Wasatch Ultra Growth Fund (WAMCX). The values are adjusted to include any dividend payments, if applicable.

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VIOG vs. WAMCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIOG
Vanguard S&P Small-Cap 600 Growth ETF
2.81%5.40%9.23%16.92%-21.14%22.49%19.68%21.16%-4.57%14.70%
WAMCX
Wasatch Ultra Growth Fund
-12.13%-2.85%8.25%19.19%-39.71%5.23%71.48%38.09%10.34%31.60%

Returns By Period

In the year-to-date period, VIOG achieves a 2.81% return, which is significantly higher than WAMCX's -12.13% return. Over the past 10 years, VIOG has underperformed WAMCX with an annualized return of 9.89%, while WAMCX has yielded a comparatively higher 10.78% annualized return.


VIOG

1D
3.50%
1M
-4.59%
YTD
2.81%
6M
2.72%
1Y
17.58%
3Y*
10.75%
5Y*
3.16%
10Y*
9.89%

WAMCX

1D
-1.81%
1M
-12.55%
YTD
-12.13%
6M
-4.24%
1Y
0.20%
3Y*
1.01%
5Y*
-7.77%
10Y*
10.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VIOG vs. WAMCX - Expense Ratio Comparison

VIOG has a 0.15% expense ratio, which is lower than WAMCX's 1.16% expense ratio.


Return for Risk

VIOG vs. WAMCX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VIOG
VIOG Risk / Return Rank: 5151
Overall Rank
VIOG Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
VIOG Sortino Ratio Rank: 5050
Sortino Ratio Rank
VIOG Omega Ratio Rank: 4545
Omega Ratio Rank
VIOG Calmar Ratio Rank: 5656
Calmar Ratio Rank
VIOG Martin Ratio Rank: 5858
Martin Ratio Rank

WAMCX
WAMCX Risk / Return Rank: 55
Overall Rank
WAMCX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
WAMCX Sortino Ratio Rank: 66
Sortino Ratio Rank
WAMCX Omega Ratio Rank: 66
Omega Ratio Rank
WAMCX Calmar Ratio Rank: 44
Calmar Ratio Rank
WAMCX Martin Ratio Rank: 33
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VIOG vs. WAMCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Small-Cap 600 Growth ETF (VIOG) and Wasatch Ultra Growth Fund (WAMCX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


VIOGWAMCXDifference

Sharpe ratio

Return per unit of total volatility

0.80

-0.02

+0.83

Sortino ratio

Return per unit of downside risk

1.28

0.15

+1.13

Omega ratio

Gain probability vs. loss probability

1.17

1.02

+0.15

Calmar ratio

Return relative to maximum drawdown

1.33

-0.19

+1.52

Martin ratio

Return relative to average drawdown

5.39

-0.65

+6.04

VIOG vs. WAMCX - Sharpe Ratio Comparison

The current VIOG Sharpe Ratio is 0.80, which is higher than the WAMCX Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of VIOG and WAMCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VIOGWAMCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

-0.02

+0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

-0.29

+0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.42

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.36

+0.20

Correlation

The correlation between VIOG and WAMCX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VIOG vs. WAMCX - Dividend Comparison

VIOG's dividend yield for the trailing twelve months is around 0.94%, while WAMCX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
VIOG
Vanguard S&P Small-Cap 600 Growth ETF
0.94%1.04%1.03%1.15%1.17%0.69%0.68%1.09%0.76%0.87%0.92%1.04%
WAMCX
Wasatch Ultra Growth Fund
0.00%0.00%0.00%0.00%0.00%12.08%2.99%1.96%7.65%11.92%11.44%9.18%

Drawdowns

VIOG vs. WAMCX - Drawdown Comparison

The maximum VIOG drawdown since its inception was -41.73%, smaller than the maximum WAMCX drawdown of -66.51%. Use the drawdown chart below to compare losses from any high point for VIOG and WAMCX.


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Drawdown Indicators


VIOGWAMCXDifference

Max Drawdown

Largest peak-to-trough decline

-41.73%

-66.51%

+24.78%

Max Drawdown (1Y)

Largest decline over 1 year

-13.82%

-16.89%

+3.07%

Max Drawdown (5Y)

Largest decline over 5 years

-29.15%

-53.18%

+24.03%

Max Drawdown (10Y)

Largest decline over 10 years

-41.73%

-53.18%

+11.45%

Current Drawdown

Current decline from peak

-5.85%

-40.96%

+35.11%

Average Drawdown

Average peak-to-trough decline

-7.69%

-15.05%

+7.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.41%

4.95%

-1.54%

Volatility

VIOG vs. WAMCX - Volatility Comparison

The current volatility for Vanguard S&P Small-Cap 600 Growth ETF (VIOG) is 7.21%, while Wasatch Ultra Growth Fund (WAMCX) has a volatility of 8.06%. This indicates that VIOG experiences smaller price fluctuations and is considered to be less risky than WAMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIOGWAMCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.21%

8.06%

-0.85%

Volatility (6M)

Calculated over the trailing 6-month period

13.04%

15.50%

-2.46%

Volatility (1Y)

Calculated over the trailing 1-year period

22.01%

25.65%

-3.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.54%

27.32%

-5.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.82%

25.54%

-2.72%